Risk
Volatility measures
| 3 year | Return | Category |
|---|---|---|
| Alpha | -7.70 | — |
| Beta | 0 | — |
| Mean annual return | -0.44 | — |
| R-squared | 6 | — |
| Standard deviation | 4.31 | — |
| Sharpe ratio | -1.87 | — |
| Treynor ratio | -45.28 | — |
| 5 year | Return | Category |
|---|---|---|
| Alpha | -1.35 | — |
| Beta | 0 | — |
| Mean annual return | -0.01 | — |
| R-squared | 10 | — |
| Standard deviation | 5.18 | — |
| Sharpe ratio | -0.26 | — |
| Treynor ratio | -4.68 | — |
| 10 year | Return | Category |
|---|---|---|
| Alpha | -2.04 | — |
| Beta | 1 | — |
| Mean annual return | -0.05 | — |
| R-squared | 28 | — |
| Standard deviation | 6.83 | — |
| Sharpe ratio | -0.16 | — |
| Treynor ratio | -1.64 | — |
Valuation metrics
| Metrics | Return | Category |
|---|---|---|
| Price/Earnings (P/E) | 0.07 | — |
| Price/Book (P/B) | 0.51 | — |
| Price/Sales (P/S) | 0.63 | — |
| Price/Cashflow (P/CF) | 0.10 | — |
| Median market vapitalization | 63.01K | — |
| 3-year earnings growth | 7.15 | — |